Optimisation globale récursive semi-déterministe

by Natthada Jibenja

Doctoral thesis in Mathématiques

Under the supervision of Bijan Mohammadi.

defended on 2007

in Montpellier 2 .

  • Alternative Title

    Recursive semi-deterministic global optimization


  • Abstract

    The global solution of minimization problems is of great practical importance and this is one of the reason why evolutionary algorithms received a tremendous interest in recent years. However, the main difficulties with these algorithms remain their computational time, their lack of precision and their slow convergence. The general idea of this work is to propose a new class of algorithms making it possible to improve the globale and local methods of optimization already existing. We present a method basing itself on the determination of ' good' initial conditions. Many optimization algorithms can be viewed as discrete forms of Cauchy problems for a system of ordinary differential equations in the space of control parameters. We will see that if one introduces an extra information on the infimum, solving global optimization problems using these algorithms is equivalent to solving Boundary Value Problems for the same equations. A motivating idea is therefore to apply algorithms solving Boundary Value Problems to perform this global optimization. We illustrate the previous ingredients through various benchmark and industrial optimization problems


  • Abstract

    L'idée générale de ce travail est de proposer une nouvelle classe d'algorithmes permettant d'améliorer les méthodes globales et locales d'optimisation déjà existants. Nous sommes partis du constat que la donnée de conditions initiales aux algorithmes d'optimisation conditionne fortement le résultat final. Nous présentons une méthode se basant sur la détermination de 'bonnes' conditions initiales par la solution de problèmes à valeurs aux limites. Cette méthode est validée et comparée avec des algorithmes génétiques sur diverses fonctions tests et quelques problèmes d'optimisation gouvernés par des EDP

Consult library

Version is available as a paper

Informations

  • Details : 1 vol. (85 p.)
  • Annexes : Bibliographie

Where is this thesis?

  • Library :
  • Available for PEB
  • Odds : TS 2007.MON-51
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